Algoritmo proximal inexato tipo descida para otimização suave
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| מחבר ראשי: | |
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| Publication Date: | 2013 |
| פורמט: | Master thesis |
| שפה: | por |
| Source: | Repositório Institucional da UFG |
| Download full: | http://repositorio.bc.ufg.br/tede/handle/tede/12362 |
סיכום: | The proximal method is a standard regularization approach in optimization. In this work we focus on a stopping rule of this algorithm, when smoothness is present, so that Newton-like method can be used to solve the subproblems. The basis for our stopping test is a "sufficient" decrease in the objective function where we establish the convergence of the algorithm obtained. |